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Pooled ANOVA

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  • Last, Michael
  • Luta, Gheorghe
  • Orso, Alex
  • Porter, Adam
  • Young, Stan
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    Abstract

    We introduce Pooled ANOVA, a greedy algorithm to sequentially select the rare important factors from a large set of factors. Problems such as computer simulations and software performance tuning involve a large number of factors, few of which have an important effect on the outcome or performance measure. We pool multiple factors together, and test the pool for significance. If the pool has a significant effect we retain the factors for deconfounding. If not, we either declare that none of the factors are important, or retain them for follow-up decoding, depending on our assumptions and stage of testing. The sparser important factors are, the bigger the savings. Pooled ANOVA requires fewer assumptions than other, similar methods (e.g. sequential bifurcation), such as not requiring all important effects to have the same sign. We demonstrate savings of 25%-35% when compared to a conventional ANOVA, and also the ability to work in a setting where Sequential Bifurcation fails.

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    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 52 (2008)
    Issue (Month): 12 (August)
    Pages: 5215-5228

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    Handle: RePEc:eee:csdana:v:52:y:2008:i:12:p:5215-5228

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    Web page: http://www.elsevier.com/locate/csda

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    1. Kleijnen, J.P.C. & Sanchez, S.M. & Lucas, T.W. & Cioppa, T.M., 2003. "A User's Guide to the Brave New World of Designing Simulation Experiments," Discussion Paper 2003-1, Tilburg University, Center for Economic Research.
    2. S. M. Lewis & A. M. Dean, 2001. "Detection of interactions in experiments on large numbers of factors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(4), pages 633-672.
    3. Kleijnen, J.P.C. & Bettonvil, B.W.M., 1997. "Searching for important factors in simulation models with many factors: Sequential bifurcation," Open Access publications from Tilburg University urn:nbn:nl:ui:12-73905, Tilburg University.
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